Interest Rates Products

View All IR Products

CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 98.730 +0.095 Show Price Chart 98.635 98.740 98.610 382,610
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'195 +0'245 Show Price Chart 126'275 127'200 126'205 1,364,587
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'165 b +0'145 Show Price Chart 102'010 102'165 b 102'010 1,248
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'000 b +0'255 Show Price Chart 103'070 104'000 103'065 1,524

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU5 SEP 2015 SEP 2015 99.640 +0.03 Show Price Chart 99.605 99.650 99.595 386,124
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.480 +0.05 Show Price Chart 99.425 99.495 99.420 428,643
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.315 +0.065 Show Price Chart 99.250 99.330 99.235 296,549
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.130 +0.08 Show Price Chart 99.050 99.145 99.030 254,577
Eurodollar Futures GEU6 SEP 2016 SEP 2016 98.925 +0.085 Show Price Chart 98.840 98.940 98.815 288,279
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 98.730 +0.095 Show Price Chart 98.635 98.740 98.610 382,610
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.565 +0.10 Show Price Chart 98.465 98.570 98.435 225,746
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.400 +0.10 Show Price Chart 98.300 98.405 98.270 168,468
30 Day Federal Funds Futures ZQV5 OCT 2015 OCT 2015 99.780 +0.02 Show Price Chart 99.755 99.790 99.745 53,954
2-Year Eurodollar Bundle Futures BU2U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Ultra U.S. Treasury Bond Futures UBU5 SEP 2015 SEP 2015 160'01 +1'05 Show Price Chart 159'03 160'13 158'19 108,308
U.S. Treasury Bond Futures ZBU5 SEP 2015 SEP 2015 156'15 +1'10 Show Price Chart 155'08 156'21 154'26 285,714
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'195 +0'245 Show Price Chart 126'275 127'200 126'205 1,364,587
5-Year T-Note Futures ZFU5 SEP 2015 SEP 2015 119'295 +0'145 Show Price Chart 119'155 119'302 119'105 878,062
3-Year T-Note Futures Z3NU5 SEP 2015 - - Show Price Chart - - - 0
2-Year T-Note Futures ZTU5 SEP 2015 SEP 2015 109'177 +0'047 Show Price Chart 109'132 109'182 109'115 335,904

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU5 SEP 2015 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'165 b +0'145 Show Price Chart 102'010 102'165 b 102'010 1,248
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'000 b +0'255 Show Price Chart 103'070 104'000 103'065 1,524
30-Year USD Deliverable Interest Rate Swap Futures B1UU5 SEP 2015 105'19 b +1'09 Show Price Chart 104'25 105'26 b 104'24 102
2-Year Euro Deliverable Interest Rate Swap Futures T1EU5 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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